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Anlageverhalten institutioneller Immobilieninvestoren : Auswertung und Erstellung der Studie ...
Lange, Bettina; Wetzel, Claudia - 2008
Persistent link: https://www.econbiz.de/10003798714
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An investigation into sentiment-induced institutional trading behavior and asset pricing in the REIT market
Das, Prashant K.; Freybote, Julia; Marcato, Gianluca - In: The journal of real estate finance and economics 51 (2015) 2, pp. 160-189
Persistent link: https://www.econbiz.de/10011474980
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The liquidity crisis, investor sentiment, and REIT returns and volatility
Huerta, Daniel; Egly, Peter V.; Escobari, Diego - 2015 - Version: November 2015
The real estate investment trust (REIT) industry experienced a liquidity crisis resulting from reduced access to credit commitments as banks were restoring their balance sheets during the 2007-2009 financial crisis. Employing generalized autoregressive conditional heteroscedasticity (GARCH)...
Persistent link: https://www.econbiz.de/10011402963
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The real estate investment decision
Greer, Gaylon E. - 1979
Persistent link: https://www.econbiz.de/10002528385
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Can Fund Managers Select Outperforming REITs? Examining Fund Holdings and Trades
Cici, Gjergji - 2011
Despite at least six empirical studies published since 2000 designed to assess fund managers' REIT selection ability … fund portfolios. Results show that fund managers, after controlling for property type, size, and momentum, generated … fund managers who followed certain trading strategies outperformed relative to other managers. The potential trading …
Persistent link: https://www.econbiz.de/10013133013
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An Examination of Herding Behavior in REITS
Philippas, Nikolaos - 2011
This study examines the existence of herding effects in the US REITs market, constructing a survivorship-bias-free dataset of daily returns during the period January 2004-December 2009. Apart from documenting the existence of herding behavior by conducting comprehensive tests, we also explore...
Persistent link: https://www.econbiz.de/10013117736
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Consumer Sentiment, Investor Optimism, and REIT Returns
Almudhaf, Fahad - 2012
This study provides initial empirical evidence on the usefulness of consumer sentiment and investor optimism indices in explaining real estate investment trust (REIT) price movements. We find evidence of uni-directional causality from REIT returns to the change in Michigan Consumer Sentiment...
Persistent link: https://www.econbiz.de/10013102692
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The Market Timing Power of Moving Averages : Evidence from US REITs and REIT Indexes
Glabadanidis, Paskalis - 2012
I present evidence that a moving average trading strategy dominates buying and holding the underlying asset in a mean-variance sense using monthly returns of value-weighted and equal-weighted US REIT Indexes over the period January 1980 until December 2010. The abnormal returns are largely...
Persistent link: https://www.econbiz.de/10013106804
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Betting against the sentiment in REIT NAV premiums
Letdin, Mariya; Sirmans, Stace; Sirmans, G. Stacy - In: The journal of real estate finance and economics 64 (2022) 4, pp. 590-614
Persistent link: https://www.econbiz.de/10013170494